+37,036.7%
MCHP vs MAS
+1,032.3%
+36,004.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.5% | -12.6% |
| 7D | -20.1% | +4.6% | -24.6% | -21.5% |
| 30D | -20.2% | +19.9% | -40.1% | -25.7% |
| 3M | -16.1% | +8.9% | -25.0% | -19.0% |
| 6M | -33.4% | +20.2% | -53.6% | -38.3% |
| YTD | +3.5% | +33.9% | -30.4% | -8.5% |
| 1Y | +9.5% | +34.7% | -25.2% | -3.5% |
| 3Y | -8.5% | +60.4% | -68.9% | -23.6% |
| 5Y | -15.7% | +43.5% | -59.1% | -26.6% |
| 10Y | +160.2% | +226.7% | -66.5% | +74.4% |
| All | +37,036.7% | +1,032.3% | +36,004.4% | +13,138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling